+224.5%
KEEL vs RRC
+29.2%
+195.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.4% |
| 7D | +2.9% | -2.0% | +4.9% | +3.6% |
| 30D | +0.8% | +2.4% | -1.6% | -0.3% |
| 3M | -35.3% | +8.6% | -43.9% | -38.2% |
| 6M | +59.4% | -1.4% | +60.8% | +56.3% |
| YTD | +51.9% | +17.3% | +34.6% | +34.5% |
| 1Y | +75.0% | +18.1% | +56.9% | +54.7% |
| 3Y | +224.5% | +32.8% | +191.8% | +162.7% |
| All | +224.5% | +29.2% | +195.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling